Sensitivity analysis for rare events based on Rényi divergence (Q2657916)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sensitivity analysis for rare events based on Rényi divergence |
scientific article |
Statements
Sensitivity analysis for rare events based on Rényi divergence (English)
0 references
18 March 2021
0 references
rare event
0 references
Rényi divergence
0 references
variational representation
0 references
sensitivity analysis
0 references
score function
0 references
uncertainty quantification
0 references
large deviation
0 references
risk sensitive functional
0 references
